+10.1%
NI vs EL
+23.3%
-13.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +4.3% | +1.5% | +2.8% | +4.3% |
| 30D | +12.4% | +10.0% | +2.4% | +12.5% |
| 3M | +10.2% | +28.4% | -18.2% | +10.4% |
| 6M | -0.8% | +37.1% | -37.9% | -0.5% |
| YTD | +13.2% | +7.8% | +5.4% | +14.6% |
| 1Y | +10.1% | +26.0% | -16.0% | +10.6% |
| All | +10.1% | +23.3% | -13.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling